-55.2%
GLXY vs NVDX
-27.2%
-28.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -6.2% | -10.8% | -13.2% |
| 7D | -26.8% | -14.1% | -12.7% | -18.9% |
| 30D | -38.3% | -31.3% | -7.0% | -22.1% |
| 3M | -36.9% | -16.2% | -20.7% | -30.0% |
| 6M | -52.1% | -11.9% | -40.2% | -49.6% |
| YTD | -37.5% | -9.4% | -28.1% | -39.4% |
| 1Y | -55.2% | -23.9% | -31.3% | -54.5% |
| All | -55.2% | -27.2% | -28.0% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling